Title
Using cooperative game theory to optimize the feature selection problem
Abstract
Feature selection is an important preprocessing step in machine learning and pattern recognition. Recent years, various information theoretic based measurements have been proposed to remove redundant and irrelevant features from high-dimensional data set as many as possible. One of the main disadvantages of existing filter feature selection methods is that they often ignore some features which have strong discriminatory power as a group but are weak as individuals. In this work, we propose a new framework for feature evaluation and weighting to optimize the performance of feature selection. The framework first introduces a cooperative game theoretic method based on Shapley value to evaluate the weight of each feature according to its influence to the intricate and intrinsic interrelation among features, and then provides the weighted features to feature selection algorithm. We also present a flexible feature selection scheme to employ any information criterion to our framework. To verify the effectiveness of our method, experimental comparisons on a set of UCI data sets are carried out using two typical classifiers. The results show that the proposed method achieves promising improvement on feature selection and classification accuracy.
Year
DOI
Venue
2012
10.1016/j.neucom.2012.05.001
Neurocomputing
Keywords
Field
DocType
feature selection,cooperative game theoretic method,feature selection problem,irrelevant feature,filter feature selection method,new framework,feature evaluation,flexible feature selection scheme,selection algorithm,cooperative game theory,weighted feature,machine learning,shapley value
Data mining,Dimensionality reduction,Feature selection,Feature (machine learning),Artificial intelligence,Feature vector,Pattern recognition,Feature (computer vision),Shapley value,Feature extraction,Machine learning,Mathematics,Feature learning
Journal
Volume
ISSN
Citations 
97,
0925-2312
17
PageRank 
References 
Authors
0.72
24
6
Name
Order
Citations
PageRank
Xin Sun127717.12
Yanheng Liu222836.14
Jin Li3481.73
Jianqi Zhu4625.74
Xue-jie Liu5504.49
Hui-Ling Chen665526.09